SEZL Moves

Sezzle Inc SEZL 155.0 18.31 13.4% Regime: Flow Accumulation (92%)

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Expected move

November 05, 2026 close · $156.79

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.2% ±$5.00	$151.79 – $161.79	$150.78 – $162.80	$146.07 – $167.51
2 sessions	±4.4% ±$6.95	$149.84 – $163.74	$148.37 – $165.21	$141.80 – $171.78
3 sessions	±5.6% ±$8.75	$148.04 – $165.54	$146.35 – $167.23	$138.15 – $175.43
1 week	±7.1% ±$11.13	$145.66 – $167.92	$143.18 – $170.40	$133.08 – $180.50
2 weeks	±10.0% ±$15.62	$141.17 – $172.41	$137.47 – $176.11	$123.47 – $190.11
3 weeks	±11.8% ±$18.52	$138.27 – $175.31	$133.77 – $179.81	$117.67 – $195.91
1 month	±13.6% ±$21.25	$135.54 – $178.04	$130.28 – $183.30	$111.74 – $201.84

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±19.07%

Average actual move

16.04%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±19.07%	+16.04%	0.84×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →